Retail Credit Risk Modeller IRB / IFRS9
- Hiring Organisation
- Essential Consulting
- Location
- North West London, London, United Kingdom
- Employment Type
- Contract
risk default engine. Undertake IRB model development, with exposure to IFRS9 modelling also highly relevant. Analyse and interpret existing SAS-based models, code and data processes. Support the development of new modelling and analytical capabilities using Python. Perform detailed data analysis, model development, testing and documentation. Work … closely with Credit Risk, Model Validation, Data and Technology stakeholders. Ensure modelling outputs are delivered to the required regulatory and governance standards. Key Requirements: Strong Retail Credit Risk/Credit Analytics background within banking. Hands-on IRB/IFRS9 model development experience. Strong analytical and data skills with ...